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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0532	4.07***
α ARCH Response to squared shocks	0.0537	4.38***
β GARCH Volatility persistence	0.9391	107.88***
γ leverage Additional response to negative shocks	-0.0119	-0.63

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Chicago SRW Wheat GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Chicago SRW Wheat Analyses